Determination of the order of a Markov chain by Akaike's information criterion

DOI10.2307/3212863zbMATH Open0314.62038OpenAlexW1969543361WikidataQ100375907 ScholiaQ100375907MaRDI QIDQ4074265FDOQ4074265

Authors: Howell Tong 

Publication date: 1975

Published in: Journal of Applied Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.2307/3212863

Mathematics Subject Classification ID

Parametric hypothesis testing (62F03) Markov processes: estimation; hidden Markov models (62M05) Markov chains (discrete-time Markov processes on discrete state spaces) (60J10)

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